CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0722 |
1.0660 |
-0.0062 |
-0.6% |
1.0658 |
| High |
1.0729 |
1.0701 |
-0.0028 |
-0.3% |
1.0729 |
| Low |
1.0675 |
1.0652 |
-0.0023 |
-0.2% |
1.0612 |
| Close |
1.0684 |
1.0670 |
-0.0014 |
-0.1% |
1.0670 |
| Range |
0.0054 |
0.0049 |
-0.0005 |
-9.3% |
0.0117 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
18 |
1 |
-17 |
-94.4% |
37 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0795 |
1.0697 |
|
| R3 |
1.0772 |
1.0746 |
1.0683 |
|
| R2 |
1.0723 |
1.0723 |
1.0679 |
|
| R1 |
1.0697 |
1.0697 |
1.0674 |
1.0710 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0681 |
| S1 |
1.0648 |
1.0648 |
1.0666 |
1.0661 |
| S2 |
1.0625 |
1.0625 |
1.0661 |
|
| S3 |
1.0576 |
1.0599 |
1.0657 |
|
| S4 |
1.0527 |
1.0550 |
1.0643 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0963 |
1.0734 |
|
| R3 |
1.0904 |
1.0846 |
1.0702 |
|
| R2 |
1.0787 |
1.0787 |
1.0691 |
|
| R1 |
1.0729 |
1.0729 |
1.0681 |
1.0758 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0685 |
| S1 |
1.0612 |
1.0612 |
1.0659 |
1.0641 |
| S2 |
1.0553 |
1.0553 |
1.0649 |
|
| S3 |
1.0436 |
1.0495 |
1.0638 |
|
| S4 |
1.0319 |
1.0378 |
1.0606 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0909 |
|
2.618 |
1.0829 |
|
1.618 |
1.0780 |
|
1.000 |
1.0750 |
|
0.618 |
1.0731 |
|
HIGH |
1.0701 |
|
0.618 |
1.0682 |
|
0.500 |
1.0677 |
|
0.382 |
1.0671 |
|
LOW |
1.0652 |
|
0.618 |
1.0622 |
|
1.000 |
1.0603 |
|
1.618 |
1.0573 |
|
2.618 |
1.0524 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0677 |
1.0691 |
| PP |
1.0674 |
1.0684 |
| S1 |
1.0672 |
1.0677 |
|